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      <title>实用策略编写技巧与模块</title>
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<p><span style="font-size: 32px; font-weight: bold;">目录</span></p>
<div class="code-chunk" data-id="code-chunk-id-0" data-cmd="toc"><div class="input-div"><div class="code-chunk-btn-group"><div class="run-btn btn btn-xs btn-primary"><span>▶︎</span></div><div class="run-all-btn btn btn-xs btn-primary">all</div></div><div class="status">running...</div></div><div class="output-div"></div></div><ul>
<li><a href="#1-%E9%80%9A%E7%94%A8%E7%AD%96%E7%95%A5%E7%BC%96%E5%86%99%E6%A8%A1%E6%9D%BF">1、通用策略编写模板</a></li>
<li><a href="#2-%E6%92%A4%E6%89%80%E6%9C%89%E6%8C%82%E5%8D%95">2、撤所有挂单</a></li>
<li><a href="#3-%E8%8E%B7%E5%8F%96%E4%B9%98%E5%80%BC-%E6%9C%80%E5%B0%8F%E5%8F%98%E5%8A%A8%E5%8D%95%E4%BD%8D%E5%92%8C%E4%BA%A4%E6%98%93%E6%89%80">3、获取乘值、最小变动单位和交易所</a></li>
<li><a href="#4-%E5%88%B7%E6%96%B0%E8%B4%A6%E6%88%B7%E6%8C%81%E4%BB%93%E5%92%8C%E8%B5%84%E9%87%91">4、刷新账户持仓和资金</a></li>
<li><a href="#5-%E8%8E%B7%E5%8F%96%E5%90%88%E7%BA%A6%E4%BA%A4%E6%98%93%E6%97%B6%E9%97%B4">5、获取合约交易时间</a></li>
<li><a href="#6-%E4%BB%B7%E6%A0%BC%E5%A4%84%E7%90%86%E4%B8%BA%E5%8F%AF%E5%8F%91%E5%8D%95%E7%9A%84%E4%BB%B7%E6%A0%BC">6、价格处理为可发单的价格</a></li>
<li><a href="#7-%E7%AD%89%E6%9D%83%E4%B8%8B%E5%8D%95%E5%BC%80%E4%BB%93%E6%89%8B%E6%95%B0%E8%AE%A1%E7%AE%97">7、等权下单开仓手数计算</a></li>
<li><a href="#8-%E5%BC%80%E4%BB%93%E5%90%8E%E6%9C%80%E9%AB%98%E4%BB%B7%E6%9C%80%E4%BD%8E%E4%BB%B7%E8%AE%A1%E7%AE%97">8、开仓后最高价最低价计算</a></li>
<li><a href="#9-%E8%82%A1%E7%A5%A8%E6%9C%9F%E8%B4%A7%E6%95%B0%E6%8D%AE%E6%89%B9%E9%87%8F%E8%8E%B7%E5%8F%96">9、股票期货数据批量获取</a></li>
<li><a href="#10-%E4%B8%BB%E5%9B%BE%E4%B8%8E%E5%B9%85%E5%9B%BE%E6%8C%87%E6%A0%87%E6%98%BE%E7%A4%BA%E8%AE%BE%E7%BD%AE">10、主图与幅图指标显示设置</a></li>
</ul>
<hr>
<p><a href="https://www.bilibili.com/video/BV1aH4y1R7vw/" target="_blank" style="font-size:16px;">视频教程</a><br>
<a href="https://www.bilibili.com/video/BV19B4y1d7TM/" target="_blank" style="font-size:16px;">期货股票数据下载 视频教程</a></p>
<hr>
<h4 id="1-通用策略编写模板">1、通用策略编写模板 </h4>
<pre data-role="codeBlock" data-info="python" class="language-python python"><code><span class="token comment">#!/usr/bin/env python</span>
<span class="token comment"># -*- coding: utf-8 -*-</span>
<span class="token keyword keyword-from">from</span> copy <span class="token keyword keyword-import">import</span> deepcopy
<span class="token keyword keyword-from">from</span> tool<span class="token punctuation">.</span>kxianhuizhi2 <span class="token keyword keyword-import">import</span> open_kxiantu<span class="token punctuation">,</span> load_data
<span class="token keyword keyword-from">from</span> tool<span class="token punctuation">.</span>gongju <span class="token keyword keyword-import">import</span> <span class="token operator">*</span>
<span class="token keyword keyword-from">from</span> tool<span class="token punctuation">.</span>zhibiao <span class="token keyword keyword-import">import</span> ma_z<span class="token punctuation">,</span> ema_z<span class="token punctuation">,</span> atr_z
<span class="token keyword keyword-from">from</span> tool<span class="token punctuation">.</span>yujingWin <span class="token keyword keyword-import">import</span> YuyinBobao  <span class="token comment"># 导入语音播报</span>
<span class="token keyword keyword-import">import</span> tqsdk<span class="token punctuation">.</span>ta <span class="token keyword keyword-as">as</span> tqzb
<span class="token keyword keyword-import">import</span> tool<span class="token punctuation">.</span>MyTT <span class="token keyword keyword-as">as</span> myttzb
<span class="token keyword keyword-import">import</span> talib


<span class="token keyword keyword-def">def</span> 想要的策略名称_v1<span class="token punctuation">(</span>cl<span class="token punctuation">)</span><span class="token punctuation">:</span>
    <span class="token triple-quoted-string string">"""
    策略编写模版，此处可注释为自己策略逻辑
    :param cl策略类
    :param cl.klines: k线数据，为df表，0层数据用klines[0]表示订阅的第一个合约，klines[1]是订阅的第二个合约
    :param cl.openingdata: 交易数据，为字典，里面有持仓状态，理论持仓数量，开仓价格，开仓时间等，
    :param cl.zhanghu: 账户列表，按软件登录账户顺序排列
    :param cl.jiaoyishezhi: 为交易设置数据，算法交易，交易合约，其他功能参数都在里面
    :param cl.jiaoyiqidong: 是否启动了交易，为TRUS表示启动
    :return: 输出要在软件上和K线图上显示的指标，设置为"w"为不显示，运行策略时刻节约计算机资源
    """</span>
    <span class="token comment"># 数据提取区</span>
    Open <span class="token operator">=</span> cl<span class="token punctuation">.</span>klines<span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">.</span><span class="token builtin">open</span><span class="token punctuation">.</span>values  <span class="token comment"># 开盘价np列表</span>
    <span class="token comment"># Open_z = cl.klines[0].open.values / cl.klines[0].fqxs.values  # 复权数据还原为真实数据</span>
    High <span class="token operator">=</span> cl<span class="token punctuation">.</span>klines<span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">.</span>high<span class="token punctuation">.</span>values   <span class="token comment"># 最高价np列表</span>
    Low <span class="token operator">=</span> cl<span class="token punctuation">.</span>klines<span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">.</span>low<span class="token punctuation">.</span>values  <span class="token comment"># 最低价np列表</span>
    Close <span class="token operator">=</span> cl<span class="token punctuation">.</span>klines<span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">.</span>close<span class="token punctuation">.</span>values  <span class="token comment"># 收盘价np列表</span>
    riqi <span class="token operator">=</span> cl<span class="token punctuation">.</span>get_riqi<span class="token punctuation">(</span><span class="token punctuation">)</span>  <span class="token comment"># 当前k线日期</span>
    shijian <span class="token operator">=</span> cl<span class="token punctuation">.</span>get_shijian<span class="token punctuation">(</span><span class="token punctuation">)</span>  <span class="token comment"># 当前k线时间</span>
    kaicangjia <span class="token operator">=</span> cl<span class="token punctuation">.</span>openingdata<span class="token punctuation">[</span><span class="token string">'kaicangjia'</span><span class="token punctuation">]</span>  <span class="token comment"># 开仓价格</span>

    <span class="token comment"># 参数设置区</span>
    ss <span class="token operator">=</span> cl<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">5</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span>  <span class="token comment"># 开仓数量</span>
    n1 <span class="token operator">=</span> cl<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">5</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">1</span><span class="token punctuation">]</span>  <span class="token comment"># ma1周期</span>
    账户 <span class="token operator">=</span> cl<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>cl<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">]</span>  <span class="token comment"># 设置的交易账户对象</span>
    交易合约 <span class="token operator">=</span> cl<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">3</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span>
    <span class="token comment"># 全局变量的初始化，为空的时候执行</span>
    <span class="token keyword keyword-if">if</span> <span class="token string">'最小变动'</span> <span class="token keyword keyword-not">not</span> <span class="token keyword keyword-in">in</span> cl<span class="token punctuation">.</span>sjb<span class="token punctuation">:</span>  <span class="token comment"># 每次策略初始化或更新数据时执行一次，用于在策略运行期间想持久化的数据</span>
        cl<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'最小变动'</span><span class="token punctuation">]</span> <span class="token operator">=</span> 账户<span class="token punctuation">.</span>get_zuixiaobiandong<span class="token punctuation">(</span>交易合约<span class="token punctuation">)</span>

    <span class="token keyword keyword-if">if</span> cl<span class="token punctuation">.</span>shangcishijian <span class="token operator">!=</span> cl<span class="token punctuation">.</span>klines<span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">.</span>datetime<span class="token punctuation">.</span>iat<span class="token punctuation">[</span><span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">]</span><span class="token punctuation">:</span>  <span class="token comment"># 更新k线时执行，一般用与收盘需要计算的指标</span>
        <span class="token keyword keyword-pass">pass</span>

    <span class="token comment"># 指标计算区</span>
    ma1 <span class="token operator">=</span> ema_z<span class="token punctuation">(</span>Close<span class="token punctuation">[</span><span class="token operator">-</span><span class="token number">300</span><span class="token punctuation">:</span><span class="token punctuation">]</span><span class="token punctuation">,</span> n1<span class="token punctuation">)</span>
    <span class="token comment"># # 用ma</span>
    <span class="token comment"># ma1 = ma_z(Close[-300:], n1)</span>

    <span class="token comment"># 交易逻辑执行区</span>
    <span class="token keyword keyword-if">if</span> cl<span class="token punctuation">.</span>openingdata<span class="token punctuation">[</span><span class="token string">'kaicangzhuangtai'</span><span class="token punctuation">]</span> <span class="token operator">&lt;=</span> <span class="token number">0</span> <span class="token keyword keyword-and">and</span> ma1<span class="token punctuation">[</span><span class="token operator">-</span><span class="token number">2</span><span class="token punctuation">]</span> <span class="token operator">&gt;</span> Close<span class="token punctuation">[</span><span class="token operator">-</span><span class="token number">2</span><span class="token punctuation">]</span><span class="token punctuation">:</span>
        <span class="token comment"># Buy(开仓手数, Open[-1], cl)</span>
        <span class="token keyword keyword-pass">pass</span>
    <span class="token keyword keyword-else">else</span><span class="token punctuation">:</span>
        <span class="token keyword keyword-if">if</span> cl<span class="token punctuation">.</span>openingdata<span class="token punctuation">[</span><span class="token string">'kaicangzhuangtai'</span><span class="token punctuation">]</span> <span class="token operator">&gt;=</span> <span class="token number">0</span> <span class="token keyword keyword-and">and</span> ma1<span class="token punctuation">[</span><span class="token operator">-</span><span class="token number">2</span><span class="token punctuation">]</span> <span class="token operator">&lt;</span> Close<span class="token punctuation">[</span><span class="token operator">-</span><span class="token number">2</span><span class="token punctuation">]</span><span class="token punctuation">:</span>
            <span class="token comment"># SellShort(开仓手数,  Open[-1], cl)</span>
            <span class="token keyword keyword-pass">pass</span>

    <span class="token keyword keyword-return">return</span> ma1<span class="token punctuation">[</span><span class="token operator">-</span><span class="token number">2</span><span class="token punctuation">]</span><span class="token punctuation">,</span> <span class="token string">'w'</span><span class="token punctuation">,</span> <span class="token number">0</span><span class="token punctuation">,</span> cl<span class="token punctuation">.</span>openingdata<span class="token punctuation">[</span><span class="token string">'kaicangzhuangtai'</span><span class="token punctuation">]</span> <span class="token operator">*</span> cl<span class="token punctuation">.</span>openingdata<span class="token punctuation">[</span><span class="token string">'kaicangshuliang'</span><span class="token punctuation">]</span>  <span class="token comment"># 此处输出的指标会在k线图中和监控界面中显示</span>

</code></pre><hr>
<h4 id="2-撤所有挂单">2、撤所有挂单 </h4>
<pre data-role="codeBlock" data-info="python" class="language-python python"><code>zhanghu <span class="token operator">=</span> cl<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>cl<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">]</span>  <span class="token comment"># 设置的交易账户对象</span>
<span class="token keyword keyword-for">for</span> k <span class="token keyword keyword-in">in</span> zhanghu<span class="token punctuation">.</span>weichengjiaoguadan<span class="token punctuation">.</span>values<span class="token punctuation">(</span><span class="token punctuation">)</span><span class="token punctuation">:</span>  <span class="token comment">#循环所有委托记录</span>
    zhanghu<span class="token punctuation">.</span>cd_orders<span class="token punctuation">(</span>k<span class="token punctuation">[</span><span class="token string">'id'</span><span class="token punctuation">]</span><span class="token punctuation">)</span>  <span class="token comment"># 撤所有挂单</span>

</code></pre><hr>
<h4 id="3-获取乘值-最小变动单位和交易所">3、获取乘值、最小变动单位和交易所 </h4>
<pre data-role="codeBlock" data-info="python" class="language-python python"><code>zhanghu <span class="token operator">=</span> cl<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>cl<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">]</span>  <span class="token comment"># 设置的交易账户对象</span>

乘值 <span class="token operator">=</span> zhanghu<span class="token punctuation">.</span>get_chengzhi<span class="token punctuation">(</span><span class="token string">'rb2210'</span><span class="token punctuation">)</span>

最小变动单位 <span class="token operator">=</span> zhanghu<span class="token punctuation">.</span>get_zuixiaobiandong<span class="token punctuation">(</span><span class="token string">'rb2210'</span><span class="token punctuation">)</span>

交易所 <span class="token operator">=</span> zhanghu<span class="token punctuation">.</span>get_jiaoyishuo<span class="token punctuation">(</span><span class="token string">'rb2210'</span><span class="token punctuation">)</span>
</code></pre><hr>
<h4 id="4-刷新账户持仓和资金">4、刷新账户持仓和资金 </h4>
<pre data-role="codeBlock" data-info="python" class="language-python python"><code>zhanghu <span class="token operator">=</span> cl<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>cl<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">]</span>  <span class="token comment"># 交易账户对象</span>

zhanghu<span class="token punctuation">.</span>query_positions<span class="token punctuation">(</span><span class="token punctuation">)</span>  <span class="token comment"># 刷新交易账户持仓</span>

zhanghu<span class="token punctuation">.</span>query_account<span class="token punctuation">(</span><span class="token punctuation">)</span>  <span class="token comment"># 刷新交易账户资金</span>

time<span class="token punctuation">.</span>sleep<span class="token punctuation">(</span><span class="token number">0.3</span><span class="token punctuation">)</span>  <span class="token comment"># 暂停一下等待账户更新完成，必要步骤</span>

</code></pre><hr>
<h4 id="5-获取合约交易时间">5、获取合约交易时间 </h4>
<pre data-role="codeBlock" data-info="python" class="language-python python"><code>hueyuezimu <span class="token operator">=</span> GetProduct<span class="token punctuation">(</span>cl<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">3</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">)</span>  <span class="token comment"># 提取合约字母</span>

交易时间 <span class="token operator">=</span> JIAOYISHIJIAN<span class="token punctuation">[</span>hueyuezimu<span class="token punctuation">]</span>   <span class="token comment"># 获取合约交易时间段，格式为列表[[210000, 235959], [0, 10000], [90000, 101500], [103000, 113000], [133000, 150000]]</span>
<span class="token comment"># JIAOYISHIJIAN  为一个全局变量，为一个字典，key为合约字母，值为该合约交易时间，在全局变量在gongju模块中</span>

</code></pre><hr>
<h4 id="6-价格处理为可发单的价格">6、价格处理为可发单的价格 </h4>
<pre data-role="codeBlock" data-info="python" class="language-python python"><code>Zuixinjia <span class="token operator">=</span> <span class="token number">4000.55</span>  <span class="token comment"># 如螺纹计算的下单价格为4000.55</span>
zhanghu <span class="token operator">=</span> cl<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>cl<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">]</span>  <span class="token comment"># 交易账户对象</span>
cl<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'zxbd'</span><span class="token punctuation">]</span> <span class="token operator">=</span> zhanghu<span class="token punctuation">.</span>get_zuixiaobiandong<span class="token punctuation">(</span>cl<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">3</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">)</span>   <span class="token comment"># 交易合约最小变动单位</span>
zuixinjia <span class="token operator">=</span> <span class="token builtin">round</span><span class="token punctuation">(</span><span class="token builtin">round</span><span class="token punctuation">(</span>zuixinjia <span class="token operator">/</span> cl<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'zxbd'</span><span class="token punctuation">]</span><span class="token punctuation">)</span> <span class="token operator">*</span> cl<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'zxbd'</span><span class="token punctuation">]</span><span class="token punctuation">,</span> <span class="token number">1</span><span class="token punctuation">)</span>  <span class="token comment"># 将小数为转换为和最小变动单位一致</span>
</code></pre><hr>
<h3 id="7-等权下单开仓手数计算">7、等权下单开仓手数计算 </h3>
<pre data-role="codeBlock" data-info="python" class="language-python python"><code>Open <span class="token operator">=</span> cl<span class="token punctuation">.</span>klines<span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">.</span><span class="token builtin">open</span><span class="token punctuation">.</span>values  <span class="token comment"># 开盘价序列</span>
开仓资金 <span class="token operator">=</span> <span class="token number">100000</span>
zhanghu <span class="token operator">=</span> cl<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>cl<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">]</span>  <span class="token comment"># 设置的交易账户对象</span>
乘值 <span class="token operator">=</span> zhanghu<span class="token punctuation">.</span>get_chengzhi<span class="token punctuation">(</span>cl<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">3</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">)</span>  <span class="token comment"># 交易合约的乘值</span>
开仓手数 <span class="token operator">=</span> <span class="token builtin">max</span><span class="token punctuation">(</span><span class="token number">1</span><span class="token punctuation">,</span> <span class="token builtin">round</span><span class="token punctuation">(</span>开仓资金<span class="token operator">/</span><span class="token punctuation">(</span>Open<span class="token punctuation">[</span><span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">]</span><span class="token operator">*</span>乘值<span class="token operator">*</span><span class="token number">0.1</span><span class="token punctuation">)</span><span class="token punctuation">)</span><span class="token punctuation">)</span>  <span class="token comment"># 保证金比例设置的百分之10，如果是复权数据的回测价格一定要除以复权系数，还原为真实价格计算手数</span>

</code></pre><hr>
<h3 id="8-开仓后最高价最低价计算">8、开仓后最高价最低价计算 </h3>
<pre data-role="codeBlock" data-info="python" class="language-python python"><code>首次开仓位置 <span class="token operator">=</span> cl<span class="token punctuation">.</span>shoucikaicangjuli<span class="token operator">+</span><span class="token number">1</span>
开仓后最高价 <span class="token operator">=</span> High<span class="token punctuation">[</span><span class="token operator">-</span>首次开仓位置<span class="token punctuation">:</span><span class="token punctuation">]</span><span class="token punctuation">.</span><span class="token builtin">max</span><span class="token punctuation">(</span><span class="token punctuation">)</span>
开仓后最低价 <span class="token operator">=</span> Low<span class="token punctuation">[</span><span class="token operator">-</span>首次开仓位置<span class="token punctuation">:</span><span class="token punctuation">]</span><span class="token punctuation">.</span><span class="token builtin">min</span><span class="token punctuation">(</span><span class="token punctuation">)</span>

上次开仓位置 <span class="token operator">=</span> cl<span class="token punctuation">.</span>shangcikaicangjuli<span class="token operator">+</span><span class="token number">1</span>
上次开仓后最高价 <span class="token operator">=</span> High<span class="token punctuation">[</span><span class="token operator">-</span>上次开仓位置<span class="token punctuation">:</span><span class="token punctuation">]</span><span class="token punctuation">.</span><span class="token builtin">max</span><span class="token punctuation">(</span><span class="token punctuation">)</span>
上次开仓后最低价 <span class="token operator">=</span> Low<span class="token punctuation">[</span><span class="token operator">-</span>上次开仓位置<span class="token punctuation">:</span><span class="token punctuation">]</span><span class="token punctuation">.</span><span class="token builtin">min</span><span class="token punctuation">(</span><span class="token punctuation">)</span>

</code></pre><hr>
<h3 id="9-股票期货数据批量获取">9、股票期货数据批量获取 </h3>
<pre data-role="codeBlock" data-info="python" class="language-python python"><code><span class="token keyword keyword-from">from</span> tool<span class="token punctuation">.</span>kxianhuizhi2 <span class="token keyword keyword-import">import</span> open_kxiantu<span class="token punctuation">,</span> load_data<span class="token punctuation">,</span> get_suoyougupiaoxinxi

heyue <span class="token operator">=</span> <span class="token punctuation">[</span><span class="token string">"ag_zl"</span><span class="token punctuation">,</span> <span class="token string">'ni_zs'</span><span class="token punctuation">,</span><span class="token string">'rb2401'</span><span class="token punctuation">,</span><span class="token string">"sh600000"</span><span class="token punctuation">]</span>
zhouqi <span class="token operator">=</span> <span class="token punctuation">[</span><span class="token number">15</span><span class="token punctuation">,</span><span class="token number">30</span><span class="token punctuation">,</span><span class="token number">60</span><span class="token punctuation">,</span> <span class="token number">86400</span><span class="token punctuation">]</span>
<span class="token keyword keyword-for">for</span> i <span class="token keyword keyword-in">in</span> <span class="token builtin">range</span><span class="token punctuation">(</span><span class="token builtin">len</span><span class="token punctuation">(</span>heyue<span class="token punctuation">)</span><span class="token punctuation">)</span><span class="token punctuation">:</span>
    df2 <span class="token operator">=</span> load_data<span class="token punctuation">(</span>heyue<span class="token punctuation">[</span>i<span class="token punctuation">]</span><span class="token punctuation">,</span> zhouqi<span class="token punctuation">[</span>i<span class="token punctuation">]</span><span class="token punctuation">,</span> start_dt<span class="token operator">=</span><span class="token number">20230101</span><span class="token punctuation">,</span> fq<span class="token operator">=</span><span class="token number">1</span><span class="token punctuation">)</span>
    df2<span class="token punctuation">.</span>to_csv<span class="token punctuation">(</span>heyue<span class="token punctuation">[</span>i<span class="token punctuation">]</span><span class="token operator">+</span><span class="token string">".csv"</span><span class="token punctuation">)</span>

所有股票合约信息 <span class="token operator">=</span> get_suoyougupiaoxinxi<span class="token punctuation">(</span><span class="token punctuation">)</span>
所有股票合约信息<span class="token punctuation">.</span>to_csv<span class="token punctuation">(</span><span class="token string">"suogupiaoxinxi.csv"</span><span class="token punctuation">)</span>
<span class="token keyword keyword-print">print</span><span class="token punctuation">(</span>所有股票合约信息<span class="token punctuation">)</span>  <span class="token comment"># 获取所以股票实时信息</span>
<span class="token comment"># df2 = load_data("ag_zl", 60, start_dt=20230101, fq=1)</span>
open_kxiantu<span class="token punctuation">(</span><span class="token punctuation">)</span>  <span class="token comment"># 打开k线图界面，可直接导出数据</span>

</code></pre><h3 id="10-主图与幅图指标显示设置">10、主图与幅图指标显示设置 </h3>
<pre data-role="codeBlock" data-info="python" class="language-python python"><code><span class="token keyword keyword-from">from</span> tool<span class="token punctuation">.</span>gongju <span class="token keyword keyword-import">import</span> <span class="token operator">*</span>
<span class="token keyword keyword-import">import</span> talib

<span class="token keyword keyword-def">def</span> 主图附图指标显示示例_v1<span class="token punctuation">(</span>cl<span class="token punctuation">)</span><span class="token punctuation">:</span>
    <span class="token triple-quoted-string string">"""
    主图附图指标显示示例
    """</span>
    <span class="token comment"># 数据提取区</span>
    OPEN <span class="token operator">=</span> cl<span class="token punctuation">.</span>klines<span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">.</span><span class="token builtin">open</span><span class="token punctuation">.</span>values  <span class="token comment"># 开盘价np列表</span>
    Datetime <span class="token operator">=</span> cl<span class="token punctuation">.</span>klines<span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">.</span>datetime<span class="token punctuation">.</span>values  <span class="token comment"># 日期时间np列表，为时间戳</span>

    <span class="token comment"># 参数设置区</span>
    ss <span class="token operator">=</span> cl<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">5</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span>  <span class="token comment"># 每次开仓数量，0为停止此策略</span>
    <span class="token comment"># 初始化，初始化策略，和更新时运行一次</span>
    <span class="token keyword keyword-if">if</span> <span class="token string">'cczt'</span> <span class="token keyword keyword-not">not</span> <span class="token keyword keyword-in">in</span> cl<span class="token punctuation">.</span>sjb<span class="token punctuation">:</span>  <span class="token comment"># 初始化时执行一次，用于初始化缓存字典</span>
        cl<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'cczt'</span><span class="token punctuation">]</span> <span class="token operator">=</span> <span class="token number">0</span>  <span class="token comment"># 持仓状态记录</span>
        cl<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">"指定附图指标"</span><span class="token punctuation">]</span> <span class="token operator">=</span> <span class="token punctuation">[</span><span class="token string">"zhibiao3"</span><span class="token punctuation">,</span> <span class="token string">"zhibiao4"</span><span class="token punctuation">]</span>  <span class="token comment"># 设置在附图显示的指标</span>

    <span class="token comment"># 指标计算区</span>
    <span class="token keyword keyword-if">if</span> cl<span class="token punctuation">.</span>shangcishijian <span class="token operator">!=</span> Datetime<span class="token punctuation">[</span><span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">]</span><span class="token punctuation">:</span>  <span class="token comment"># 更新k线时执行，一般用与计算指标</span>
        <span class="token punctuation">.</span><span class="token punctuation">.</span><span class="token punctuation">.</span>

    简单均线<span class="token number">3</span> <span class="token operator">=</span> talib<span class="token punctuation">.</span>MA<span class="token punctuation">(</span>CLOSE<span class="token punctuation">,</span> <span class="token number">8</span><span class="token punctuation">)</span>
    移动平均<span class="token number">3</span> <span class="token operator">=</span> talib<span class="token punctuation">.</span>EMA<span class="token punctuation">(</span>CLOSE<span class="token punctuation">,</span> <span class="token number">8</span><span class="token punctuation">)</span>
    diff<span class="token punctuation">,</span> dem<span class="token punctuation">,</span> histogram  <span class="token operator">=</span> talib<span class="token punctuation">.</span>MACD<span class="token punctuation">(</span>CLOSE<span class="token punctuation">)</span>

    <span class="token keyword keyword-return">return</span> 简单均线<span class="token number">3</span><span class="token punctuation">[</span><span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">]</span><span class="token punctuation">,</span> 移动平均<span class="token number">3</span><span class="token punctuation">[</span><span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">]</span><span class="token punctuation">,</span> diff<span class="token punctuation">[</span><span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">]</span><span class="token punctuation">,</span> dem<span class="token punctuation">[</span><span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">]</span>

</code></pre><p><img src="../img/k%E7%BA%BF%E5%8F%AF%E8%A7%86%E5%8C%96/%E4%B8%BB%E5%9B%BE%E9%99%84%E5%9B%BE%E6%8C%87%E6%A0%87%E6%98%BE%E7%A4%BA.png" alt="在这里插入图片描述"></p>
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